+163.0%
MXL vs RY
+535.0%
-372.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.3% | +12.3% | +12.2% |
| 7D | -27.1% | -0.9% | -26.2% | -26.5% |
| 30D | -54.2% | +5.9% | -60.1% | -56.6% |
| 3M | -29.9% | -4.3% | -25.7% | -26.6% |
| 6M | -39.5% | +12.1% | -51.6% | -45.2% |
| YTD | +182.2% | +20.3% | +161.9% | +139.2% |
| 1Y | +231.8% | +41.0% | +190.8% | +143.0% |
| 3Y | +195.9% | +157.5% | +38.4% | +25.8% |
| 5Y | -27.3% | +123.2% | -150.4% | -64.6% |
| 10Y | +159.9% | +365.7% | -205.8% | -28.8% |
| All | +163.0% | +535.0% | -372.0% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling